+1,151.6%
CIEN vs ELF
+335.2%
+816.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -9.3% | +6.3% | -15.6% | -10.1% |
| 30D | -39.5% | +8.5% | -48.0% | -40.2% |
| 3M | -29.8% | +24.4% | -54.2% | -32.2% |
| 6M | -50.4% | +94.7% | -145.1% | -55.7% |
| YTD | +16.3% | +55.9% | -39.5% | +6.1% |
| 1Y | +30.4% | +48.4% | -18.1% | +19.6% |
| 3Y | +516.6% | +24.6% | +492.0% | +437.2% |
| 5Y | +349.8% | +285.0% | +64.7% | +207.8% |
| All | +1,151.6% | +335.2% | +816.4% | +676.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling